+315.0%
AVAV vs BURL
+258.4%
+56.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.9% | -6.9% | -9.2% |
| 7D | -24.3% | +3.5% | -27.8% | -25.0% |
| 30D | -28.9% | -9.3% | -19.6% | -27.4% |
| 3M | -39.3% | -32.1% | -7.2% | -34.0% |
| 6M | -38.8% | -19.8% | -19.0% | -36.6% |
| YTD | -57.8% | -13.2% | -44.6% | -57.2% |
| 1Y | -70.9% | -7.8% | -63.1% | -71.1% |
| 3Y | -14.8% | +89.3% | -104.1% | -31.0% |
| 5Y | +7.3% | -15.8% | +23.1% | +1.4% |
| All | +315.0% | +258.4% | +56.6% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling